Backtrack4 on USB (on Windows)

A simple way to install Backtrack 4 on a USB stick is to use UNetBootin. UNetbootin can be used to create live (i.e., bootable images with a fully functional OS on it) USB images. This is the first time I tried this route and it seems to work alright.
Otherwise, if you are the linux fans, our good old friend dd does a great job.